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scientific article; zbMATH DE number 868175 - MaRDI portal

scientific article; zbMATH DE number 868175

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Publication:4874059

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zbMath0842.62069MaRDI QIDQ4874059

Remigijus Leipus

Publication date: 4 August 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

functional limit theorems spectral density a posteriori procedures generalized fractionally differenced sequences generalized Kolmogorov-Smirnov type statistics infinite symmetric peaks short/long-memory time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10)

Related Items (1)

Testing for parameter changes in ARCH models

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